Slicing a SAS datset

I have create a pretty large dataset which contains over a million observations over 36 months between January 2010 and January 2013. thing like this

Date

Var1

Var2

2JUL2011

1

2

5MAY2011

3

4

6DEC2012

5

6

7JAN2013

7

8

Based on a timestamp variable (say DATE) I would like to create 36 separate datasets which each of them contains only the observations that fit within 1 month. So the first dataset contains the observations in January 2011, the second dataset contains the observations in February 2011, and so on.

Would you please let me know if there is an easy way to do this or I have to write a lot of IF statements?